Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6722377.7125 | 154171.4318 | -6876549.1443 | 20491981.1855 | -21882139.0876 | 42374120.2732 |
Total P&L (%) | -6722.3777 | 154.1714 | -6876.5491 | 20491.9812 | -21882.1391 | 42374.1203 |
Avg Daily Profit (%) | -2.9754 | 0.0682 | -3.0436 | 0.2361 | 0 | 0.2682 |
Buy And Hold Return (%) | 9840.2512 | 9840.2512 | 9840.2512 | 9840.2512 | 9840.2512 | 9840.2512 |
Max Trade Drawdown | -6917263 | -63699 | -6980342 | -78008886 | -40982436 | -55267387 |
Profit Factor | 0.0869 | 1.8467 | 0.0423 | 1.1412 | 0.6914 | 1.5709 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 49 | 22 | 27 | 41 | 21 | 20 |
Losing Trades | 36 | 20 | 16 | 44 | 21 | 23 |
Profitability (%) | 57.6471 | 52.381 | 62.7907 | 48.2353 | 50 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.0638 | 1.6788 | 0.025 | 1.2247 | 0.6914 | 1.8065 |
Largest Winning Trade | 64525 | 64525 | 50929 | 67592739 | 12204682 | 67592739 |
Largest Losing Trade | -6757075 | -23924 | -6757075 | -17027841 | -11624169 | -17027841 |
Avg Bars in Trades | 71 | 79 | 64 | 71 | 79 | 64 |
Avg Bars in Winners | 57 | 72 | 44 | 83 | 104 | 60 |
Avg Bars in Losers | 91 | 86 | 97 | 60 | 53 | 67 |
Bars Traded | 6091 | 3331 | 2760 | 6091 | 3331 | 2760 |
Profit Streak | 98.9792 | 98.9792 | 113.9792 | 98.9792 | 98.9792 | 113.9792 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578202 | -263183 | -578111 | -62298 | -580174 | 330236 |
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{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 1 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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